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ACGL vs. ADM

Last updated May 27, 2023

Compare and contrast key facts about Arch Capital Group Ltd. (ACGL) and Archer-Daniels-Midland Company (ADM).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACGL or ADM.

Key characteristics


ACGLADM
YTD Return13.09%-20.77%
1Y Return50.84%-15.95%
5Y Return (Ann)21.96%13.35%
10Y Return (Ann)15.21%10.79%
Sharpe Ratio1.83-0.56
Daily Std Dev29.00%29.27%
Max Drawdown-54.73%-68.01%

Fundamentals


ACGLADM
Market Cap$26.96B$39.61B
EPS$5.02$7.86
PE Ratio14.429.25
PEG Ratio2.2416.43
Revenue (TTM)$10.84B$101.98B
Gross Profit (TTM)$2.85B$7.57B
EBITDA (TTM)$2.20B$5.40B

Correlation

0.25
-1.001.00

The correlation between ACGL and ADM is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

ACGL vs. ADM - Performance Comparison

In the year-to-date period, ACGL achieves a 13.09% return, which is significantly lower than ADM's -20.77% return. Over the past 10 years, ACGL has outperformed ADM with an annualized return of 15.21%, while ADM has yielded a comparatively lower 10.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%December2023FebruaryMarchAprilMay
2,907.07%
929.30%
ACGL
ADM

Compare stocks, funds, or ETFs


Arch Capital Group Ltd.

Archer-Daniels-Midland Company

ACGL vs. ADM - Dividend Comparison

ACGL has not paid dividends to shareholders, while ADM's dividend yield for the trailing twelve months is around 3.44%.


TTM20222021202020192018201720162015201420132012
ACGL
Arch Capital Group Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADM
Archer-Daniels-Midland Company
3.44%1.74%2.26%3.02%3.30%3.69%3.72%3.15%3.78%2.34%2.27%3.38%

ACGL vs. ADM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Archer-Daniels-Midland Company (ADM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACGL
Arch Capital Group Ltd.
1.83
ADM
Archer-Daniels-Midland Company
-0.56

ACGL vs. ADM - Sharpe Ratio Comparison

The current ACGL Sharpe Ratio is 1.83, which is higher than the ADM Sharpe Ratio of -0.56. The chart below compares the 12-month rolling Sharpe Ratio of ACGL and ADM.


-1.000.001.002.003.00December2023FebruaryMarchAprilMay
1.83
-0.56
ACGL
ADM

ACGL vs. ADM - Drawdown Comparison

The maximum ACGL drawdown for the period was -12.50%, higher than the maximum ADM drawdown of -24.68%. The drawdown chart below compares losses from any high point along the way for ACGL and ADM


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay
-8.16%
-24.68%
ACGL
ADM

ACGL vs. ADM - Volatility Comparison

Arch Capital Group Ltd. (ACGL) has a higher volatility of 8.43% compared to Archer-Daniels-Midland Company (ADM) at 7.02%. This indicates that ACGL's price experiences larger fluctuations and is considered to be riskier than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2023FebruaryMarchAprilMay
8.43%
7.02%
ACGL
ADM